+141.6%
VLO vs AME
+27.2%
+114.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +5.8% | +2.8% | +3.0% | +6.2% |
| 30D | +28.3% | -6.3% | +34.6% | +27.0% |
| 3M | +48.7% | +5.4% | +43.4% | +50.6% |
| 6M | +71.9% | +7.4% | +64.5% | +74.6% |
| YTD | +138.7% | +16.2% | +122.5% | +139.5% |
| All | +141.6% | +27.2% | +114.4% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling